+640.3%
AMZN vs XLE
+174.9%
+465.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +2.6% | -4.0% | +6.6% | +3.2% |
| 3M | -2.2% | +4.6% | -6.9% | -3.7% |
| 6M | -1.0% | +12.3% | -13.4% | -4.4% |
| YTD | +15.3% | +44.5% | -29.2% | +4.0% |
| 1Y | +6.9% | +42.4% | -35.6% | -3.3% |
| 3Y | +85.4% | +67.0% | +18.4% | +60.6% |
| 5Y | +53.3% | +161.9% | -108.6% | +18.7% |
| All | +640.3% | +174.9% | +465.5% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling